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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/106934


    Title: Pricing Relative Equity-Linked Guarantees under a Single/Cross-Currency Framework
    Authors: Tsung-Yu Hsieh;Chi-Hsun Chou
    Keywords: 相對保證;權益連結型保證;單幣別;跨幣別;LIBOR market model利率模型;LMM利率模型;Relative guarantee;Equity-linked guarantee;Single-currency;Cross-currency;LMM;LIBOR market model
    Date: 2015-12
    Issue Date: 2016-08-15
    Publisher: 臺灣期貨交易所
    Relation: Journal of Futures and Options=期貨與選擇權學刊 8(3), pp.45-96
    Appears in Collections:[財務金融學系暨研究所] 期刊論文

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